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V-Lab

Diginex Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, April 29th, 2026

1 Day

158.57%

increased by 29.65%

1 Week

157.37%

increased by 28.45%

1 Month

154.23%

increased by 25.31%

Analysis last updated: Wednesday, April 29, 2026 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Diginex Limited S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 20, 2025 to Apr 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2366
4.63***
α

ARCH

Response to squared shocks

0.1076
2.64***
β

GARCH

Volatility persistence

0.8228
12.03***
γi Spline Coefficients
K=1
γ10.4067
1.16

Persistence:

0.930

Half-life:

10 days